[Trilinos-Users] Moocho constraint inequations

GUEDON Stéphane stephane.guedon at doceapower.com
Mon Jan 5 03:04:21 MST 2015


Hello,

I am trying to enter a linear problem to minimize a function with MOOCHO.
See example following this text. Indeed, the ModelEvaluator class 
doesn't seem to allow to define
inequation constraints like:  x1 +2x2 + 2x3  ≤ 72. Am I wrong? Is there 
a way to define such inequation constraint functions?
Any help is welcome.


By the way, in the examples furnished in Moocho sources, the overwritten 
function "imp_report_orig_final_solution" must not be "const" to be called.


------------
Example
------------

Find values of x that minimize f(x) = –x1x2x3, starting at the point x = 
[10;10;10], subject to the constraints:

0 ≤ x1 + 2x2 + 2x3 ≤ 72.

Write a file that returns a scalar value f of the objective function 
evaluated at x:
function f = myfun(x)
f = -x(1) * x(2) * x(3);
Rewrite the constraints as both less than or equal to a constant,
–x1 –2x2 – 2x3 ≤ 0
x1 +2x2 + 2x3  ≤ 72
Since both constraints are linear, formulate them as the matrix 
inequality A·x ≤ b, where
A = [-1 -2 -2; ...
       1  2  2];
b = [0;72];

Supply a starting point and invoke an optimization routine:
x0 = [10;10;10];
Solution is:
x =
     24.0000
     12.0000
     12.0000



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